Edit Profile Hainaut, Donatien Compute Distance To: Compute Author ID: hainaut.donatien Published as: Hainaut, Donatien Documents Indexed: 33 Publications since 2006, including 3 Books all top 5 Co-Authors 12 single-authored 5 Devolder, Pierre 4 Deelstra, Griselda 4 Denuit, Michel M. 3 Trufin, Julien 1 Goutte, Stéphane 1 le Courtois, Olivier 1 Leonenko, Nikolai N. 1 MacGilchrist, Renaud 1 Moraux, Franck 1 Njike Leunga, Charles Guy 1 Pelsser, Antoon A. J. 1 Robert, Christian Yann 1 Shen, Yang 1 Zeng, Yan all top 5 Serials 9 Insurance Mathematics & Economics 3 Journal of Computational and Applied Mathematics 3 Quantitative Finance 3 ASTIN Bulletin 3 Springer Actuarial 2 Annals of Operations Research 2 International Journal of Theoretical and Applied Finance 2 Annals of Finance 1 Journal of Economic Dynamics & Control 1 European Journal of Operational Research 1 Methodology and Computing in Applied Probability 1 Mathematics and Financial Economics 1 Belgian Actuarial Bulletin 1 European Actuarial Journal all top 5 Fields 33 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Probability theory and stochastic processes (60-XX) 11 Statistics (62-XX) 3 Computer science (68-XX) 2 Systems theory; control (93-XX) 1 Real functions (26-XX) 1 Partial differential equations (35-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Numerical analysis (65-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 19 Publications have been cited 102 times in 90 Documents Cited by ▼ Year ▼ Mortality modelling with Lévy processes. Zbl 1141.91516Hainaut, Donatien; Devolder, Pierre 16 2008 A model for interest rates with clustering effects. Zbl 1400.91630Hainaut, Donatien 12 2016 Management of a pension fund under mortality and financial risks. Zbl 1119.91053Hainaut, Donatien; Devolder, Pierre 11 2007 Multidimensional Lee-Carter model with switching mortality processes. Zbl 1235.91091Hainaut, Donatien 9 2012 Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality. Zbl 1402.91197Hainaut, Donatien; Deelstra, Griselda 8 2014 Impact of volatility clustering on equity indexed annuities. Zbl 1371.91090Hainaut, Donatien 6 2016 Impulse control of pension fund contributions, in a regime switching economy. Zbl 1339.91141Hainaut, Donatien 6 2014 Strategic asset allocation with switching dependence. Zbl 1298.91138Hainaut, Donatien; MacGilchrist, Renaud 6 2012 Dynamic asset allocation under VaR constraint with stochastic interest rates. Zbl 1183.91165Hainaut, Donatien 6 2009 Life annuitization why and how much? Zbl 1162.91414Hainaut, Donatien; Devolder, Pierre 5 2006 A switching self-exciting jump diffusion process for stock prices. Zbl 1417.91502Hainaut, Donatien; Moraux, Franck 3 2019 Default probabilities of a holding company, with complete and partial information. Zbl 1319.91150Hainaut, Donatien; Deelstra, Griselda 3 2014 An intensity model for credit risk with switching Lévy processes. Zbl 1402.91846Hainaut, Donatien; Le Courtois, Olivier 3 2014 A neural-network analyzer for mortality forecast. Zbl 1390.91186Hainaut, Donatien 2 2018 Clustered Lévy processes and their financial applications. Zbl 1358.60062Hainaut, Donatien 2 2017 A self-exciting switching jump diffusion: properties, calibration and hitting time. Zbl 1420.91462Hainaut, Donatien; Deelstra, Griselda 1 2019 Effective statistical learning methods for actuaries I. GLMs and extensions. Zbl 1426.62003Denuit, Michel; Hainaut, Donatien; Trufin, Julien 1 2019 A self-organizing predictive map for non-life insurance. Zbl 1422.91352Hainaut, Donatien 1 2019 The annuity puzzle revisited: a deterministic version of Lagrangian methods. Zbl 1356.91058Devolder, Pierre; Hainaut, Donatien 1 2006 A switching self-exciting jump diffusion process for stock prices. Zbl 1417.91502Hainaut, Donatien; Moraux, Franck 3 2019 A self-exciting switching jump diffusion: properties, calibration and hitting time. Zbl 1420.91462Hainaut, Donatien; Deelstra, Griselda 1 2019 Effective statistical learning methods for actuaries I. GLMs and extensions. Zbl 1426.62003Denuit, Michel; Hainaut, Donatien; Trufin, Julien 1 2019 A self-organizing predictive map for non-life insurance. Zbl 1422.91352Hainaut, Donatien 1 2019 A neural-network analyzer for mortality forecast. Zbl 1390.91186Hainaut, Donatien 2 2018 Clustered Lévy processes and their financial applications. Zbl 1358.60062Hainaut, Donatien 2 2017 A model for interest rates with clustering effects. Zbl 1400.91630Hainaut, Donatien 12 2016 Impact of volatility clustering on equity indexed annuities. Zbl 1371.91090Hainaut, Donatien 6 2016 Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality. Zbl 1402.91197Hainaut, Donatien; Deelstra, Griselda 8 2014 Impulse control of pension fund contributions, in a regime switching economy. Zbl 1339.91141Hainaut, Donatien 6 2014 Default probabilities of a holding company, with complete and partial information. Zbl 1319.91150Hainaut, Donatien; Deelstra, Griselda 3 2014 An intensity model for credit risk with switching Lévy processes. Zbl 1402.91846Hainaut, Donatien; Le Courtois, Olivier 3 2014 Multidimensional Lee-Carter model with switching mortality processes. Zbl 1235.91091Hainaut, Donatien 9 2012 Strategic asset allocation with switching dependence. Zbl 1298.91138Hainaut, Donatien; MacGilchrist, Renaud 6 2012 Dynamic asset allocation under VaR constraint with stochastic interest rates. Zbl 1183.91165Hainaut, Donatien 6 2009 Mortality modelling with Lévy processes. Zbl 1141.91516Hainaut, Donatien; Devolder, Pierre 16 2008 Management of a pension fund under mortality and financial risks. Zbl 1119.91053Hainaut, Donatien; Devolder, Pierre 11 2007 Life annuitization why and how much? Zbl 1162.91414Hainaut, Donatien; Devolder, Pierre 5 2006 The annuity puzzle revisited: a deterministic version of Lagrangian methods. Zbl 1356.91058Devolder, Pierre; Hainaut, Donatien 1 2006 all cited Publications top 5 cited Publications all top 5 Cited by 161 Authors 18 Hainaut, Donatien 4 Yao, Haixiang 3 Blake, David 3 Deelstra, Griselda 3 Shen, Yang 3 Wang, Chou-Wen 2 Bernis, Guillaume 2 Dadashi, Hassan 2 Devolder, Pierre 2 Donnelly, Catherine 2 Huang, Hong-Chih 2 Josa-Fombellida, Ricardo 2 Lai, Yongzeng 2 le Courtois, Olivier 2 Li, Johnny Siu-Hang 2 Li, Zhongfei 2 Loisel, Stéphane 2 MacMinn, Richard D. 2 Qian, Linyi 2 Rincón-Zapatero, Juan Pablo 2 Scotti, Simone 2 Sherris, Michael 2 Tsai, Jeffrey Tzuhao 2 Tzeng, Larry Yu-Ren 2 Wang, Rongming 2 Yang, Sharon S. 1 Aase, Knut Kristian 1 Ahmadi, Seyed Saeed 1 Angelini, Flavio 1 Antonio, Katrien 1 Bao, Jiayong 1 Barbarin, Jérome 1 Bernhardt, Thomas 1 Bonneuil, Noël 1 Bonnin, François 1 Börger, Matthias 1 Boucekkine, Raouf 1 Brignone, Riccardo 1 Buccioli, Alice 1 Buckley, Winston S. 1 Cairns, Andrew J. G. 1 Chen, Bingzheng 1 Chen, Hua 1 Chen, Ping 1 Cheng, Hung-Wen 1 Cummins, J. David 1 Dassios, Angelos 1 De Angelis, Tiziano 1 Denuit, Michel M. 1 Dhaene, Jan 1 Dias, José G. 1 Doan, Bao Quoc 1 Dowd, Kevin 1 El Karoui, Nicole 1 Feng, Runhuan 1 Gaillardetz, Patrice 1 Gao, Guangyuan 1 Gao, Jianwei 1 Gauchon, Romain 1 Goutte, Stéphane 1 Gu, Mengdi 1 Guillen, Montserrat 1 Gupta, Varun 1 Habib, Firdose 1 Hanbali, Hamza 1 Hardy, Mary R. 1 Herzel, Stefano 1 Huang, Huaxiong 1 Huang, Yao Tung 1 Huang, Yu-Lieh 1 Jian, Minjie 1 Jing, Xiaochen 1 Juillard, Marc 1 Kim, Bara 1 Kim, Jerim 1 Kokholm, Thomas 1 Korn, Ralf 1 Kwok, Yue-Kuen 1 Lee, Yung-Tsung 1 Li, Duan 1 Li, Jackie Ji 1 Li, Ming 1 Li, Qicai 1 Li, Xun 1 Liang, Zhibing 1 Liang, Zongxia 1 Lin, Tzuling 1 Lin, Xiaojing 1 Linders, Daniël 1 Liu, Yanxin 1 López-Casado, Paula 1 Luciano, Elisa 1 Ma, Ming 1 Ma, Qinghua 1 Maurer, Raimond H. 1 Mauskopf, A. 1 Melnyk, Yaroslav 1 Menoncin, Francesco 1 Milevsky, Moshe Arye 1 Mitchell, Olivia S. ...and 61 more Authors all top 5 Cited in 25 Serials 30 Insurance Mathematics & Economics 8 European Journal of Operational Research 6 Journal of Computational and Applied Mathematics 6 Scandinavian Actuarial Journal 5 Quantitative Finance 5 ASTIN Bulletin 4 European Actuarial Journal 3 Annals of Operations Research 2 Journal of Economic Dynamics & Control 2 Finance and Stochastics 2 North American Actuarial Journal 2 Mathematics and Financial Economics 2 Annals of Finance 1 Advances in Applied Probability 1 Journal of Theoretical Probability 1 Abstract and Applied Analysis 1 International Journal of Theoretical and Applied Finance 1 Communications in Nonlinear Science and Numerical Simulation 1 Methodology and Computing in Applied Probability 1 Decisions in Economics and Finance 1 Journal of Industrial and Management Optimization 1 Computational & Mathematical Methods in Medicine 1 SIAM Journal on Financial Mathematics 1 Science China. Mathematics 1 Cogent Mathematics all top 5 Cited in 12 Fields 82 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 34 Probability theory and stochastic processes (60-XX) 22 Statistics (62-XX) 13 Systems theory; control (93-XX) 8 Numerical analysis (65-XX) 7 Operations research, mathematical programming (90-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 3 General and overarching topics; collections (00-XX) 3 Partial differential equations (35-XX) 2 Computer science (68-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Biology and other natural sciences (92-XX) Citations by Year